+158.8%
PGR vs PSKY
-70.1%
+228.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.5% | +0.6% |
| 7D | -0.6% | -2.4% | +1.8% | -0.5% |
| 30D | +4.9% | +11.6% | -6.6% | +4.6% |
| 3M | +7.6% | +1.5% | +6.1% | +7.6% |
| 6M | +8.3% | +7.7% | +0.5% | +7.9% |
| YTD | +1.7% | -20.1% | +21.8% | +2.1% |
| 1Y | -6.8% | -38.3% | +31.4% | -6.0% |
| 3Y | +73.4% | -17.7% | +91.2% | +72.0% |
| All | +158.8% | -70.1% | +228.9% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PSKY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling